Currently you can buy most games on Steam, and there's really no reason to buy the UWP version if it is also available on the Windows store - but if Microsoft continues to add UWP only features to Windows, then it might not be long before we see games where the UWP version has features that makes it superior to the version available on Steam - or they aren't released on Steam at all.
I agree with Sweeney that that is a worrying prospect.